Eurodollar futures

Eurodollar futures

A futures contract written on a Eurodollar deposit. The contract locks in an interest rate in the future and is cash settled.
References in periodicals archive ?
Eurodollar futures volume averaged 2 million contracts per day, up 10 percent compared with November 2014.
Options on Eurodollar futures contracts show a 47 per cent probability the Fed's benchmark rate will be 0.
The company collects data on numerous instruments, with over 10 million records per day on Eurodollar futures alone.
Eurodollar futures are forward rate agreements that allow market participants to speculate on or hedge against movements in short-term interest rates.
TED is an acronym for T-Bills (Treasury bills) and ED, which is the ticker symbol for the Eurodollar futures contract.
To gain a sense of the impact of new information on interest rates, I'll analyze data from the eurodollar futures market.
Applications for some of the models are given for regular bonds, Treasury futures and Eurodollar futures, bond options and callable bonds, forward rate agreement, interest rate options, swaps, swaptions, mortgage securities, and default- prone corporate bonds.
We examine the relative movement of interest rates on Treasury bill futures contracts and eurodollar futures contracts around the time of this announcement.
The turnover of swaps is also small compared with turnover in the Eurodollar futures markets.
Expectations of monetary tightening were reflected in forward rates, with three-month rates on December Eurodollar futures rising nearly 60 basis points from April 1 to mid-June.
has executed over 200,000 lots in customer block trades in Eurodollar futures since May 13th by a number of customers utilizing the exchange's wholesale and block trading efficiencies.
To get an idea of what markets expect for the future path of the funds rate we use Eurodollar futures, correcting for the risk in the Eurodollar market that is not present in the fed funds market.